Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-20 0.545538 0.611295 0.685306 0.775492 0.883400 1.009631 1.170368
2024-10-27 0.463573 0.542996 0.638387 0.763390 0.925974 1.134872 1.431616
2024-11-03 0.425806 0.517111 0.632849 0.794337 1.020780 1.338762 1.843051
2024-11-10 0.402451 0.504436 0.640062 0.840535 1.142610 1.606357 2.433640
2024-11-17 0.372782 0.478899 0.625469 0.852534 1.216071 1.819821 3.022534
2024-11-24 0.344369 0.451380 0.603883 0.849707 1.264641 2.004660 3.643815
2024-12-01 0.312563 0.415621 0.565845 0.815172 1.253120 2.078799 4.074048
2024-12-08 0.286172 0.385256 0.532535 0.783324 1.239843 2.145722 4.526455
2024-12-15 0.274280 0.375206 0.529102 0.800241 1.318313 2.422811 5.710068
2024-12-22 0.272196 0.379626 0.548627 0.859285 1.490927 2.973426 8.259299
2024-12-29 0.262907 0.371892 0.547322 0.880269 1.590622 3.392970 10.936192
2025-01-05 0.248070 0.354122 0.527402 0.863271 1.603481 3.586431 12.946484
2025-01-12 0.233633 0.337002 0.508818 0.850099 1.631641 3.868775 16.235017
2025-01-19 0.218513 0.317684 0.484684 0.822702 1.620381 4.029317 19.314223
2025-01-26 0.212429 0.312933 0.485932 0.847523 1.746709 4.738961 29.823081
2025-02-02 0.209217 0.312733 0.495338 0.891224 1.938037 5.867206 55.650047
2025-02-09 0.201753 0.304595 0.489099 0.899469 2.033560 6.697935 93.564737
2025-02-16 0.193244 0.294033 0.477268 0.893204 2.084692 7.380976 154.350517
2025-02-23 0.181807 0.277596 0.452780 0.854120 2.022861 7.412012 193.709400
2025-03-02 0.171643 0.262932 0.430824 0.818811 1.966481 7.449834 247.989488
2025-03-09 0.167744 0.259337 0.430475 0.835913 2.090953 8.764945 763.070847
2025-03-16 0.168388 0.264022 0.447117 0.898080 2.400312 12.025979 349407.285097
2025-03-23 0.165097 0.261179 0.448011 0.919940 2.571197 14.689959 NaN